Question: An MA(2) process has the autocorrelation sequence (a) Determine the coefficients of the MA(2) process that have the foregoing autocorrelation. (b) Is the solution unique?

An MA(2) process has the autocorrelation sequence

60 m = 0 --40. m =1 Y (m) = -20 2

(a) Determine the coefficients of the MA(2) process that have the foregoing autocorrelation.

(b) Is the solution unique? If not, give all the possible solutions.

60 m = 0 --40. m =1 Y (m) = -20 2 m = 2 0. otherwise

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